| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A class of random field memory models for mortality forecasting
|
Doukhan, P.
|
|
2017
|
77 |
C |
p. 97-110
|
article
|
| 2 |
A general approach to full-range tail dependence copulas
|
Su, Jianxi
|
|
2017
|
77 |
C |
p. 49-64
|
article
|
| 3 |
Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints
|
Duarte, Thiago B.
|
|
2017
|
77 |
C |
p. 177-188
|
article
|
| 4 |
Editorial Board
|
|
|
2017
|
77 |
C |
p. IFC
|
article
|
| 5 |
Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process
|
Liang, Xiaoqing
|
|
2017
|
77 |
C |
p. 119-132
|
article
|
| 6 |
Interplay of subexponential and dependent insurance and financial risks
|
Chen, Yiqing
|
|
2017
|
77 |
C |
p. 78-83
|
article
|
| 7 |
Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions
|
Reynkens, Tom
|
|
2017
|
77 |
C |
p. 65-77
|
article
|
| 8 |
Model spaces for risk measures
|
Liebrich, Felix-Benedikt
|
|
2017
|
77 |
C |
p. 150-165
|
article
|
| 9 |
On the optimality of periodic barrier strategies for a spectrally positive Lévy process
|
Pérez, José-Luis
|
|
2017
|
77 |
C |
p. 1-13
|
article
|
| 10 |
Optimal insurance design with a bonus
|
Li, Yongwu
|
|
2017
|
77 |
C |
p. 111-118
|
article
|
| 11 |
Pareto-optimal reinsurance arrangements under general model settings
|
Cai, Jun
|
|
2017
|
77 |
C |
p. 24-37
|
article
|
| 12 |
Purchasing casualty insurance to avoid lifetime ruin
|
Young, Virginia R.
|
|
2017
|
77 |
C |
p. 133-142
|
article
|
| 13 |
Remarks on composite Bernstein copula and its application to credit risk analysis
|
Guo, Nan
|
|
2017
|
77 |
C |
p. 38-48
|
article
|
| 14 |
Semi-parametric extensions of the Cairns–Blake–Dowd model: A one-dimensional kernel smoothing approach
|
Li, Han
|
|
2017
|
77 |
C |
p. 166-176
|
article
|
| 15 |
Some comparison results for finite-time ruin probabilities in the classical risk model
|
Lefèvre, Claude
|
|
2017
|
77 |
C |
p. 143-149
|
article
|
| 16 |
Time-consistent mean–variance asset–liability management with random coefficients
|
Wei, Jiaqin
|
|
2017
|
77 |
C |
p. 84-96
|
article
|
| 17 |
Wanting robustness in insurance: A model of catastrophe risk pricing and its empirical test
|
Zhu, Wenge
|
|
2017
|
77 |
C |
p. 14-23
|
article
|
Journal description